EFFECT OF JUMP DISCONTINUITY FOR PHASE-RANDOMIZED SURROGATE DATA TESTING

DOI10.1142/S0218127409022968MaRDI QIDQ3398177zbMATH OpenOpenAlexFDO

Authors Enno Mammen, Thomas Maiwald, J. Timmer, S. Nandi

Publication date 25 September 2009

Published in International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0218127409022968

zbMATH Keywords

resamplingtime series analysissurrogate data

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10)

Recommendations

• scientific article; zbMATH DE number 970186
• Surrogate data for hypothesis testing of physical systems
• Surrogate data -- a qualitative and quantitative analysis
• Some theoretical properties of phase-randomized multivariate surrogates
• Surrogate time series.

Cites work

• scientific article; zbMATH DE number 3765004 (Why is no real title available?)
• Some theoretical properties of phase-randomized multivariate surrogates
• Surrogate data -- a qualitative and quantitative analysis
• Surrogate time series.
• Testing for nonlinearity in time series: the method of surrogate data

Cited in

(3)

• Surrogate Testing by Estimating the Local Dispersions in Phase Space
• A note on shuffled financial surrogates
• Phase randomisation: numerical study of higher cumulants behaviour.

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